Preface Why should I take this course? What do you gain from taking this course? First of all, this course is based on JavaScript and… ( Read More )
The development of CTA strategy and the standard class library of FMZ Quant platform
The first generation CTA trading system and strategy The first generation of CTA trading system emerged in the 1960s and 1970s. Due to the strong… ( Read More )
Tick-level transaction matching mechanism developed for high-frequency strategy backtesting
Summary What is the most important thing when backtest the trading strategy? the speed? The performance indicators? The answer is accuracy! The purpose of the… ( Read More )
Evolution of CTA strategy
First generation CTA trading system and strategy The first generation of CTA trading systems appeared in the 1960s and 1970s. Due to the strong trend… ( Read More )
Following the Trend: Diversified Managed Futures Trading
During bull and bear markets, there is a group of hedge funds and professional traders which have been consistently outperforming traditional investment strategies for the… ( Read More )